Wenger is in the final year of his contract at Arsenal and could be available at the end of the season, but he believes that the FA should go for an English boss.
"There has been no contact. There is nothing really to add. Personally I want England to do well. It is very important [that the manager is an Englishman], I have always said that," Wenger told beIN Sports.
"A country like England, with a huge football passion... and as well the structure of the national team [it] looks to me [that it] demands a guy from your own nation is the leader.
"If you think that tomorrow you are the coach of France and you play against England, when the national anthem is played of England, you cannot sing it and you cannot sing as well the anthem of the team you are leading. It looks to me a bit strange, that is why I like what is logical.... I think it is better [to have an Englishman]."
Wenger admitted last week that he would be open to the idea of becoming England manager "one day".